Why so hard? Because saving is a form of self-denial. Yes, a vacation would be fun right now, but saving adequately means putting off that weekend getaway. A new car might drive a little better, but buying used or driving your current car longer is likely a better use of your money.

Take a look at your paycheck. You'll notice that there are a number of fixed deductions built right in. Federal and local taxes, for instance. Social Security and Medicare payments.

Do you see a line that says "Your Retirement" on your check? You should. If not, it's time to walk over to human resources and fix that. Getting an automated savings system in place is the hard part, but it will become easier, and sooner than you think.

Here are the three key steps to saving more for your future:

1. Pay yourself first

That's the automatic retirement deduction into your 401(k) at work. People often aim for a percent of their paycheck, but be careful not to pick a comfortably low figure. Save enough that it actually hurts at first.

Over time you will adjust to a high savings number. You are also likely to get raises. You are unlikely, however, to voluntarily raise your savings level soon. Better to bite the bullet now.

2. Pay less taxes

This goes hand-in-hand with using a 401(k) or IRA to save for retirement. Every dollar you take out of your check now grows tax-free over decades. It lowers your tax bill today and, presumably, will result in lower taxes in the future when you begin to take retirement income out.

The assumption is that your cost of living in retirement will be lower, since you are not likely to be making fixed payments such as a mortgage or saving for college for your kids. It's a win-win, and paying less taxes today makes it easier to set the savings bar higher, earlier.

3. Invest for the long run

Investing well is a matter of seeking to compound your money at a level of risk appropriate for your age. If you are young and have many years until retirement, a portfolio that leans toward stocks makes sense. As you get older, that portfolio should shift toward fixed-income investments that are less volatile.

Finally, in retirement, your portfolio should be largely income-oriented investments that meet your cost of living while growing into the future.

Building a portfolio of low-cost, efficient stocks and bonds can be done cheaply using index-style ETFs. A portfolio approach allows granular risk exposure that can be adjusted over time. It might seem like rocket science, but the fact is anyone can do it and everyone should.